This could be due to poor pollination. Poor pollination affects fruit set. High temperatures will cause plant stress. As a result, any pollinated fruit may have simply aborted. A heat wave can also deter bees from their job. You could also have more male flowers than females, which also inhibits pollination. You could try hand-pollinating your pumpkins, which is done in the same manner as with squash. Here is an article that may help: https://www.gardeningknowhow.com/edible/vegetables/squash/pollinate-squash-by-hand.htm